Best RV – Equity Large Cap funds

Ranking of the top 20 RV – Equity Large Cap funds by composite score (risk-adjusted return). Updated 31/05/2026.

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ℹ️ Methodology: period and indicators

All indicators are computed over the last 3 years of prices, with daily data. The risk-free rate used is 2.0%.

Score formula (risk-adjusted return):

0.15·R² + 0.15·Sortino* + 0.2·DD* + 0.2·CAGR_excess* + 0.1·Volatility_inv* + 0.2·Ulcer_inv*

* Components normalized to the analyzed set of funds (best in set = 1, worst = 0). The drawdown term is 1 − (MaxDD / 50.0%)2, clamped to [0,1]. Volatility and Ulcer are inverted (less = better).

A higher score means better relative behavior within the analyzed set, not an investment recommendation.

🏆 Ranking

#ISINNameScoreTotal Ret.Annual Ret.VolatilitySharpeSortinoMax DrawdownCalmar
1LU0840526551Lemanik SICAV - High Growth Capitalisation Institutional EUR0.7460.974169.69%39.56%15.07%2.492.3716.17%2.45
2LU2972959774FLAB EQUITY H ACC EUR0.7300.90035.33%30.43%13.19%2.162.158.77%3.47
3ES0173367048Miralta Narval Europa A FI0.7220.976102.03%25.95%12.36%1.941.9511.38%2.28
4ES0110182039BBVA BOLSA ÍNDICE FI0.7190.969118.78%29.46%15.02%1.831.7912.40%2.38
5LU0261948904FF IBERIA FUND A ACC EUR0.7180.971100.34%25.28%12.84%1.811.7710.70%2.36
6LU0115765678IBERIA FUND E ACC EUR0.7130.96995.83%24.35%12.85%1.741.6810.73%2.27
7LU1033775955EUROPEAN EQUITIES A EUR0.7050.96574.45%20.62%11.26%1.651.5512.54%1.64
8LU0210531983JPMorgan Funds - Europe Strategic Value Fund A (acc) - EUR0.6990.97082.13%21.96%12.59%1.591.4714.54%1.51
9LU1670707527M&G (Lux) European Strategic Value Fund A EUR Acc0.6970.96978.80%21.82%12.88%1.541.4414.40%1.51
10LU1549401203GLOBAL PREMIUM EQ DH ACC EUR0.6960.95960.86%17.62%10.41%1.501.3911.77%1.50
11IE000267N380ODEY EUROPEAN FOCUS A DIS EUR0.6940.91888.46%24.09%12.57%1.761.5615.46%1.56
12IE0031574647BRANDES EUROPEAN VALUE FUND A ACC EUR0.6920.96173.38%20.61%11.84%1.571.5415.69%1.31
13IE000GBN91O8ODEY EUROPEAN FOCUS R ACC EUR0.6890.92579.65%22.08%12.31%1.631.4415.39%1.43
14ES0111171106Atl Capital Best Managers Renta Variable FI0.6890.95689.60%18.12%11.44%1.411.5214.01%1.29
15LU0289214628JPMorgan Funds - Europe Equity Plus Fund D (perf) (acc) - EUR0.6880.96772.38%19.76%13.05%1.361.2914.78%1.34
16LU0203975437Robeco BP Global Premium Eq D Acc Eur0.6880.96057.06%16.67%10.44%1.411.2813.70%1.22
17LU0951559797Robeco BP Global Premium Equities D USD0.6880.96057.02%16.66%10.44%1.401.2813.70%1.22
18ES0110407105Gestión Boutique VI Gestivalue Cap A FI0.6870.94547.55%13.73%8.61%1.361.2812.04%1.14
19IE00BYXWTQ92EUROPEAN VALUE FUND A ACC EUR0.6840.95365.69%18.76%11.85%1.411.3915.67%1.20
20LU0234681749Goldman Sachs Europe CORE Equity Portfolio Base Acc EUR0.6830.95267.30%19.68%13.21%1.341.2614.89%1.32

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